+22.5%
STM vs BTDR
+28.1%
-5.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.9% | -0.8% |
| 7D | +5.2% | +22.4% | -17.2% | +2.9% |
| 30D | -7.4% | +16.5% | -23.8% | -9.2% |
| 3M | -30.6% | -31.5% | +0.8% | -28.9% |
| 6M | +66.4% | +74.0% | -7.7% | +56.6% |
| YTD | +101.1% | +13.0% | +88.1% | +94.9% |
| 1Y | +97.4% | -0.2% | +97.6% | +90.3% |
| 3Y | +21.1% | +9.9% | +11.3% | +7.1% |
| 5Y | +22.5% | +28.1% | -5.6% | -0.3% |
| All | +22.5% | +28.1% | -5.6% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling